Anic Equity¶

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Total return since start: 0.623 %¶

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Equity now: -----------------------------> 49574.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45513.27 Kr¶

PnL: ---------------------------------------> 457.27 Kr¶

DD now: ---------------------------------> -6.675 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:44:51.731871'

Anic Portfolio¶

Today¶

Return: 1.435 %¶

This Week¶

Return: 0.55 %¶

Total portfolio value¶

Return including deposits: 62.294 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.740000 1673.100000 204.100000 13.890000 1468.999998
Sedana Medical 93 4.490000 2683.980000 162.980000 6.460000 2521.000011
Orrön Energy 180 5.380000 2167.200000 124.200000 6.080000 2043.000000
Platzer Fastigheter Holding B 12 4.950000 1017.600000 56.600000 5.890000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
JM 6 3.760000 910.800000 46.800000 5.420000 864.000000
Sagax B 4 3.780000 899.600000 45.600000 5.340000 854.000000
Catena 2 4.080000 836.000000 44.000000 5.560000 792.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 3.320000 1000.320000 33.320000 3.450000 966.999996
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 1.690000 915.200000 15.200000 1.690000 900.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Biotage 7 0.970000 952.000000 11.000000 1.170000 940.999997
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
EQT 4 0.630000 833.200000 1.200000 0.140000 832.000000
AcadeMedia 8 0.100000 401.200000 -0.800000 -0.200000 402.000000
Byggmax Group 33 -0.070000 952.380000 -3.620000 -0.380000 956.000001
ASSA ABLOY B 3 -0.120000 774.900000 -4.100000 -0.530000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.600000 1828.910000 -21.090000 -1.140000 1850.000436
SKF B 5 -1.610000 917.000000 -23.000000 -2.450000 940.000000
Hexagon B 26 1.300000 3434.600000 -26.400000 -0.760000 3461.000010
Indutrade 5 2.280000 1187.500000 -30.500000 -2.500000 1218.000000
Vitec Software Group B 2 0.860000 1051.000000 -36.000000 -3.310000 1087.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Latour B 4 0.100000 818.800000 -38.200000 -4.460000 857.000000
Bufab 3 -0.630000 1046.400000 -62.600000 -5.640000 1109.000001
BHG Group 97 3.010000 1395.830000 -63.170000 -4.330000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45513.270000 457.270000 -6.67516% 45056.000411

Updated:¶

'2023-07-04 14:45:08.987425'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶